Quant Analyst - Equities (h/f)

Equities Quant Analyst

£850-£950pd Inside IR35

5 days on site in London

Initial 6 months

emagine is a high-end professional services consultancy and solutions firm specialising in providing business and technology services to the financial services sector, we power progress, solve challenges and deliver real results through tailored high-end consulting services and solutions.

We have created a culture of openness and integrity by building genuine and strong relationships and partnerships, enabling us to be uncompromising in our dedication in delivering the optimal service for our clients. Our commitment is not just towards our clients but we aim to foster a positive and equitable working environment with our consultants and colleagues which stems from our core values: Confident, Dedicated, Responsible, Genuine.

We are looking for a Quantitative Analyst to join a Front Office equities team, focusing on the development and enhancement of quantitative models used for pricing, risk management, and trading of equity derivatives.

Key Responsibilities

• Develop, calibrate, and maintain models for equity volatility surface construction and modelling.

• Support pricing, risk, and hedging of equity derivative products.

• Conduct quantitative research into volatility dynamics and model behaviour.

• Partner closely with traders, structurers, risk managers, and technology teams.

• Improve model performance, calibration methodologies, and analytics frameworks.

• Contribute to the implementation of quantitative libraries and production tools.

Required Experience

• Proven experience as a Quantitative Analyst within an investment bank, hedge fund, asset manager, or similar quantitative environment.

• Strong hands-on experience with equity volatility surface modelling.

• Deep understanding of equity derivatives, volatility modelling, and quantitative finance.

• Strong mathematical and statistical background.

• Proficiency in Python and/or C++.

• Ability to communicate complex quantitative concepts to both technical and non-technical stakeholders.

Preferred Qualifications

• Advanced degree in Mathematics, Physics, Statistics, Engineering, Computer Science, or a related quantitative discipline.

• Experience with local volatility, stochastic volatility, or stochastic local volatility models.

• Knowledge of numerical methods and model calibration techniques.

• Exposure to Front Office trading environments.

Interested?

At emagine, we are committed to building an international and diverse team by embracing our different backgrounds.

If you are up to the challenge and would like to find out more, get in touch with us immediately, our internal recruitment team is always keen to hear from dynamic individuals that are looking to further their career and explore their full potential.

emagine is an equal opportunity employer, and employment practices are based strictly on merit. It is the policy of the Company to give equal opportunity in employment regardless of sex, sexual orientation, marital status, race, age, disability, gender reassignment, pregnancy and maternity, religion or ethnic origin